Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.20% | 14.60 CHF | 14.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'253'200 CHF | 2'257'700 CHF | 100.00% | 100.00% |
18.12.2024 | 0.21% | 18.50 CHF | 18.54 CHF | 125'000 | 125'000 | 124'736 | 124'736 | 2'334'920 CHF | 2'339'920 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 18.77 CHF | 18.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'356'200 CHF | 2'361'200 CHF | 100.00% | 100.00% |
16.12.2024 | 0.22% | 18.66 CHF | 18.70 CHF | 125'000 | 125'000 | 124'694 | 124'694 | 2'239'520 CHF | 2'244'510 CHF | 100.00% | 100.00% |
13.12.2024 | 0.23% | 17.05 CHF | 17.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'642'520 CHF | 2'648'520 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 17.12 CHF | 17.16 CHF | 125'000 | 125'000 | 124'717 | 124'717 | 2'130'590 CHF | 2'135'590 CHF | 99.80% | 99.80% |
11.12.2024 | 0.19% | 17.13 CHF | 17.16 CHF | 150'000 | 150'000 | 149'654 | 149'654 | 2'415'220 CHF | 2'419'710 CHF | 100.00% | 100.00% |
10.12.2024 | 0.19% | 16.09 CHF | 16.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'413'090 CHF | 2'417'590 CHF | 100.00% | 100.00% |
09.12.2024 | 0.24% | 15.87 CHF | 15.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'488'800 CHF | 2'494'800 CHF | 100.00% | 100.00% |
06.12.2024 | 0.19% | 16.47 CHF | 16.50 CHF | 150'000 | 150'000 | 149'522 | 149'522 | 2'405'390 CHF | 2'409'890 CHF | 99.78% | 99.78% |